+9,321.7%
UNP vs STT
+7,372.9%
+1,948.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -5.3% | +0.5% | -5.8% | -5.5% |
| 30D | -1.5% | +3.9% | -5.4% | -2.7% |
| 3M | +10.3% | +20.0% | -9.7% | +4.1% |
| 6M | +9.7% | +55.3% | -45.6% | -4.5% |
| YTD | +27.1% | +53.3% | -26.2% | +10.8% |
| 1Y | +32.6% | +74.7% | -42.1% | +10.9% |
| 3Y | +40.0% | +205.8% | -165.8% | -2.1% |
| 5Y | +50.8% | +145.0% | -94.2% | +9.8% |
| 10Y | +278.6% | +266.0% | +12.6% | +136.8% |
| All | +9,321.7% | +7,372.9% | +1,948.8% | +2,445.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling